Abstract
The well known result of Bourgain and Kwapień states that the projection $$P_{\le m}$$
P
≤
m
onto the subspace of the Hilbert space $$L^2\left( \Omega ^\infty \right) $$
L
2
Ω
∞
spanned by functions dependent on at most m variables is bounded in $$L^p$$
L
p
with norm $$\le c_p^m$$
≤
c
p
m
for $$1<p<\infty $$
1
<
p
<
∞
. We will be concerned with two kinds of endpoint estimates. We prove that $$P_{\le m}$$
P
≤
m
is bounded on the space $$H^1\left( {\mathbb {D}}^\infty \right) $$
H
1
D
∞
of functions in $$L^1\left( {\mathbb {T}}^\infty \right) $$
L
1
T
∞
analytic in each variable. We also prove that $$P_{\le 2}$$
P
≤
2
is bounded on the martingale Hardy space associated with a natural double-indexed filtration and, more generally, we exhibit a multiple indexed martingale Hardy space which contains $$H^1\left( {\mathbb {D}}^\infty \right) $$
H
1
D
∞
as a subspace and $$P_{\le m}$$
P
≤
m
is bounded on it.